0.12891622261119873
Kerry Back
In this class, we’ll use random forests.
0.12891622261119873
array([0.45752406, 0.54247594])
array([0.50320694])
yhat = model.predict(X)
data['quintile'] = pd.qcut(yhat, 5, labels=range(1,6))
rets = data.groupby('quintile').ret.mean()
retsquintile
1 0.012690
2 0.013577
3 0.091312
4 0.093226
5 0.332981
Name: ret, dtype: float64